Moody's EDF-X

The Moody’s EDF‑X dataset provides forward‑looking measures of credit risk through daily updates of Expected Default Frequency™ (EDF™) and related credit metrics for public companies worldwide. The dataset delivers consistent probability‑of‑default signals at the issuer/entity level, supporting credit risk monitoring, portfolio surveillance, and early warning use cases.

The data covers companies across sectors such as:

- Corporates
- Financial Institutions
- Insurance
- Sovereign and Sub‑Sovereign related entities

The dataset contains the following information to help assess credit risk and financial resilience:

- Expected Default Frequency™ (current, point‑in‑time and through‑the‑cycle)
- PD-implied ratings and risk classifications
- Model selection and underlying risk drivers
- Peer group and sector benchmarks
- Firmographic attributes and corporate hierarchy
- Scenario‑conditioned and sensitivity‑based risk metrics